+5,240.8%
GRMN vs MTB
+696.0%
+4,544.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.9% | +1.7% | -4.6% | -3.5% |
| 30D | -8.4% | -4.2% | -4.2% | -7.0% |
| 3M | +15.0% | +8.9% | +6.1% | +11.2% |
| 6M | +11.2% | +10.9% | +0.3% | +6.8% |
| YTD | +37.7% | +21.5% | +16.2% | +27.6% |
| 1Y | +18.5% | +21.9% | -3.4% | +9.4% |
| 3Y | +175.8% | +109.2% | +66.6% | +105.7% |
| 5Y | +75.1% | +102.0% | -26.9% | +27.9% |
| 10Y | +637.0% | +171.9% | +465.1% | +338.9% |
| All | +5,240.8% | +696.0% | +4,544.8% | +1,757.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling